market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 8.38% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 114,530 CHF 62,265 CHF 91.37% 91.37%
12/07/2024 8.36% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 114,959 CHF 62,480 CHF 94.22% 94.22%
11/07/2024 9.15% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 104,573 CHF 57,286 CHF 93.90% 93.90%
10/07/2024 8.70% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 110,002 CHF 60,001 CHF 88.22% 88.22%
09/07/2024 9.38% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 101,690 CHF 55,845 CHF 92.77% 92.77%
08/07/2024 8.12% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 118,267 CHF 64,133 CHF 90.10% 90.10%
05/07/2024 7.81% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 123,486 CHF 66,743 CHF 98.59% 98.59%
04/07/2024 9.46% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 101,071 CHF 55,536 CHF 88.96% 88.96%
03/07/2024 10.17% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 93,600 CHF 51,800 CHF 94.47% 94.47%
02/07/2024 10.60% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 89,433 CHF 49,716 CHF 95.43% 95.43%

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